Simulating the Resilience of the Canadian Banking Sector Under Stress: An Update of the Bank of Canada’s Top-Down Solvency Assessment Tool

Omar Abdelrahman, David Chen, Cameron MacDonald, Adi Mordel and Guillaume Ouellet Leblanc

No 128, Technical Reports from Bank of Canada

Abstract: We present a technical description of the Top-Down Solvency Assessment (TDSA) tool. As a solvency stress-testing tool, TDSA is used to assess the banking sector’s capital resilience to hypothetical future risk scenarios.

Keywords: Economic model; Financial institutions; Financial stability; Financial system regulation and policies (search for similar items in EconPapers)
JEL-codes: C C2 C22 C5 C52 C53 G G1 G17 G2 G21 G28 (search for similar items in EconPapers)
Pages: 92 pages
Date: 2025
New Economics Papers: this item is included in nep-rmg
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Persistent link: https://EconPapers.repec.org/RePEc:bca:bocatr:128

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